+251.6%
ORCL vs SIMO
+436.4%
-184.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.7% | -2.5% | +2.1% |
| 7D | +0.5% | -8.2% | +8.6% | +2.0% |
| 30D | -15.3% | -34.6% | +19.3% | -8.8% |
| 3M | -18.2% | -32.6% | +14.4% | -13.0% |
| 6M | -38.4% | -31.8% | -6.6% | -35.8% |
| YTD | -37.7% | +87.6% | -125.3% | -47.8% |
| 1Y | -49.3% | +86.7% | -135.9% | -57.4% |
| 3Y | +10.6% | +227.4% | -216.8% | -18.1% |
| 5Y | +35.5% | +173.0% | -137.5% | -0.2% |
| 10Y | +251.6% | +409.6% | -158.0% | +109.8% |
| All | +251.6% | +436.4% | -184.8% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SIMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling